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A. Thavaneswaran
A. Thavaneswaran
Professor
Verified email at cc.umanitoba.ca - Homepage
Title
Cited by
Cited by
Year
Estimation for non‐linear time series models using estimating equations
A Thavaneswaran, B Abraham
Journal of Time Series Analysis 9 (1), 99-108, 1988
931988
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
A Thavaneswaran, SS Appadoo, A Paseka
Mathematical and Computer Modelling 49 (1-2), 352-368, 2009
832009
Option valuation model with adaptive fuzzy numbers
K Thiagarajah, SS Appadoo, A Thavaneswaran
Computers & Mathematics with applications 53 (5), 831-841, 2007
752007
Non-parametric estimation of the conditional mode
M Samanta, A Thavaneswaran
Communications in Statistics-Theory and Methods 19 (12), 4515-4524, 1990
661990
Binary option pricing using fuzzy numbers
A Thavaneswaran, SS Appadoo, J Frank
Applied Mathematics Letters 26 (1), 65-72, 2013
632013
Fuzzy coefficient volatility (FCV) models with applications
A Thavaneswaran, K Thiagarajah, SS Appadoo
Mathematical and Computer Modelling 45 (7-8), 777-786, 2007
612007
Optimal estimation for semimartingales
A Thavaneswaran, ME Thompson
Journal of Applied Probability 23 (2), 409-417, 1986
581986
Measuring the bullwhip effect for supply chains with seasonal demand components
CH Nagaraja, A Thavaneswaran, SS Appadoo
European Journal of Operational Research 242 (2), 445-454, 2015
452015
Generalized value at risk forecasting
A Thavaneswaran, A Paseka, J Frank
Communications in Statistics-Theory and Methods 49 (20), 4988-4995, 2020
442020
A nonlinear time series model and estimation of missing observations
B Abraham, A Thavaneswaran
Annals of the Institute of Statistical Mathematics 43 (3), 493-504, 1991
401991
Random coefficient GARCH models
A Thavaneswaran, SS Appadoo, M Samanta
Mathematical and Computer Modelling 41 (6-7), 723-733, 2005
362005
Prediction via estimating functions
A Thavaneswaran, CC Heyde
Journal of Statistical Planning and Inference 77 (1), 89-101, 1999
341999
Fuzzy value-at-risk forecasts using a novel data-driven neuro volatility predictive model
A Thavaneswaran, RK Thulasiram, Z Zhu, ME Hoque, N Ravishanker
2019 IEEE 43rd Annual Computer Software and Applications Conference (COMPSAC …, 2019
282019
A BLACK-SCHOLES MODEL WITH GARCH VOLATILITY.
H Gong, A Thavaneswaran, J Singh
Mathematical Scientist 35 (1), 2010
272010
Joint estimation using quadratic estimating function
Y Liang, A Thavaneswaran, B Abraham
Journal of Probability and Statistics 2011, 2011
262011
Forecasting volatility
A Thavaneswaran, SS Appadoo, S Peiris
Statistics & probability letters 75 (1), 1-10, 2005
252005
Novel data-driven fuzzy algorithmic volatility forecasting models with applications to algorithmic trading
A Thavaneswaran, Y Liang, Z Zhu, RK Thulasiram
2020 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 1-8, 2020
242020
Generalized duration models and optimal estimation using estimating functions
A Thavaneswaran, N Ravishanker, Y Liang
Annals of the Institute of Statistical Mathematics 67, 129-156, 2015
242015
Option pricing for some stochastic volatility models
A Thavaneswaran, J Singh, SS Appadoo
The Journal of Risk Finance 7 (4), 425-445, 2006
222006
An introduction to generalized moving average models and applications
S Peiris, D Allen, A Thavaneswaran
Journal of Applied Statistical Science 13 (3), 251-267, 2004
222004
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